REMIC Securities MX Securities Class Original Class Principal Balance or Class Notional Balance Related MX Class Maximum Original Class Principal Balance or Class Notional Balance(2) Principal Type(3) Interest Rate Interest Type(3) CUSIP Number Final Distribution Date(4) Combination 24 FN $121,600,000 NI $182,400,000 NTL(PAC/AD) 5.000% FIX/IO 38373Q7G0 December 2032 SN 121,600,000 Security Group 10 Combination 25 FC $  16,879,200 PG $  19,476,000 SC/PT 6.500% FIX 38373Q7H8 June 2032 UA 2,596,800 UB 12,334,800 Combination 26 UA $ 2,596,800 SC $ 2,596,800 SC/PT (6) INV 38373Q7J4 June 2032 UB 12,334,800 (1)  All exchanges must comply with minimum denominations restrictions. (2)  The amount shown for each MX Class represents the maximum Original Class Principal Balance (or original Class Notional Balance) of that Class, assuming it were to be issued on the Closing Date. (3)  As defined under "Class Types" in Appendix I to the Base Offering Circular. (4)  See "Yield, Maturity and Prepayment Considerations – Final Distribution Date" in this Supplement. (5)  MX Class. (6)  The Interest Rate will be calculated as described under "Terms Sheet – Interest Rates" in this Supplement. (7)  In  the  case  of  Combinations  2,  3,  4,  5,  6,  7,  8  and  10  various  subcombinations  are  permitted.  See  "Description  of  the Securities – Modification and Exchange" in the Base Offering Circular for a discussion of subcombinations. S-I-5